| 更新時間： | 2022年6月24日 PM 8:02:25 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 28/04/22 | 31.440% | 20276.17 | 24.751% | 24.692% | +6.748% | 24.692% | +6.748% |
| 29/04/22 | 31.510% | 21089.39 | 28.497% | 25.728% | +5.782% | 32.279% | -0.769% |
| 03/05/22 | 31.320% | 21101.89 | 28.068% | 26.239% | +5.081% | 32.058% | -0.738% |
| 04/05/22 | 30.460% | 20869.52 | 28.021% | 26.735% | +3.725% | 32.445% | -1.985% |
| 05/05/22 | 29.610% | 20793.40 | 28.016% | 27.471% | +2.139% | 33.112% | -3.502% |
| 06/05/22 | 32.950% | 20001.96 | 29.767% | 28.474% | +4.476% | 34.087% | -1.137% |
| 10/05/22 | 35.550% | 19633.69 | 29.056% | 28.586% | +6.964% | 33.281% | +2.269% |
| 11/05/22 | 34.380% | 19824.57 | 29.008% | 28.774% | +5.606% | 33.264% | +1.116% |
| 12/05/22 | 35.370% | 19380.34 | 29.620% | 29.093% | +6.277% | 33.395% | +1.975% |
| 13/05/22 | 33.190% | 19898.77 | 29.237% | 29.338% | +3.852% | 33.434% | -0.244% |
| 16/05/22 | 32.930% | 19950.21 | 29.313% | 29.247% | +3.683% | 32.610% | +0.320% |
| 17/05/22 | 31.900% | 20602.52 | 31.726% | 29.781% | +2.119% | 32.961% | -1.061% |
| 18/05/22 | 30.850% | 20644.28 | 31.739% | 30.327% | +0.523% | 33.316% | -2.466% |
| 19/05/22 | 32.710% | 20120.68 | 31.883% | 30.779% | +1.931% | 33.560% | -0.850% |
| 20/05/22 | 31.500% | 20717.24 | 33.624% | 31.657% | -0.157% | 34.257% | -2.757% |
| 23/05/22 | 31.620% | 20470.06 | 33.632% | 32.521% | -0.901% | 34.391% | -2.771% |
| 24/05/22 | 31.960% | 20112.10 | 34.143% | 33.004% | -1.044% | 34.631% | -2.671% |
| 25/05/22 | 31.330% | 20171.27 | 32.074% | 33.071% | -1.741% | 34.429% | -3.099% |
| 26/05/22 | 30.520% | 20116.20 | 31.962% | 33.087% | -2.567% | 34.174% | -3.654% |
| 27/05/22 | 28.360% | 20697.36 | 33.340% | 33.030% | -4.670% | 33.844% | -5.484% |
| 30/05/22 | 27.740% | 21123.93 | 33.235% | 32.951% | -5.211% | 32.951% | -5.211% |
| 31/05/22 | 27.470% | 21415.20 | 30.081% | 32.138% | -4.668% | 39.794% | -12.324% |
| 01/06/22 | 27.060% | 21294.94 | 30.139% | 31.751% | -4.691% | 39.054% | -11.994% |
| 02/06/22 | 27.610% | 21082.13 | 30.225% | 31.404% | -3.794% | 38.368% | -10.758% |
| 06/06/22 | 28.260% | 21653.90 | 31.512% | 31.038% | -2.778% | 36.902% | -8.642% |
| 07/06/22 | 27.990% | 21531.67 | 29.385% | 30.268% | -2.278% | 35.738% | -7.748% |
| 08/06/22 | 27.810% | 22014.59 | 29.626% | 30.178% | -2.368% | 35.383% | -7.573% |
| 09/06/22 | 27.440% | 21869.05 | 29.460% | 30.042% | -2.602% | 34.977% | -7.537% |
| 10/06/22 | 27.680% | 21806.18 | 29.018% | 29.800% | -2.120% | 34.451% | -6.771% |
| 13/06/22 | 31.540% | 21067.58 | 30.153% | 29.529% | +2.011% | 33.409% | -1.869% |
| 14/06/22 | 31.110% | 21067.99 | 30.094% | 29.670% | +1.440% | 33.326% | -2.216% |
| 15/06/22 | 30.960% | 21308.21 | 27.701% | 29.285% | +1.675% | 32.653% | -1.693% |
| 16/06/22 | 31.650% | 20845.43 | 28.821% | 29.157% | +2.493% | 32.271% | -0.621% |
| 17/06/22 | 31.070% | 21075.00 | 27.725% | 28.899% | +2.171% | 31.747% | -0.677% |
| 20/06/22 | 30.560% | 21163.91 | 25.588% | 27.986% | +2.574% | 30.055% | +0.505% |
| 21/06/22 | 29.000% | 21559.59 | 25.896% | 27.146% | +1.854% | 28.930% | +0.070% |
| 22/06/22 | 29.970% | 21008.34 | 27.173% | 27.041% | +2.929% | 28.595% | +1.375% |
| 23/06/22 | 29.670% | 21273.87 | 27.395% | 26.755% | +2.915% | 28.074% | +1.596% |
| 24/06/22 | 29.830% | 21719.06 | 28.039% | 26.818% | +3.012% | 27.920% | +1.910% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 國指波幅指數 | 國企指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 28/04/22 | 35.170% | 6918.62 | 30.557% | 30.725% | +4.445% | 30.725% | +4.445% |
| 29/04/22 | 35.780% | 7298.69 | 35.753% | 31.978% | +3.802% | 40.120% | -4.340% |
| 03/05/22 | 35.890% | 7267.25 | 35.367% | 32.740% | +3.150% | 40.001% | -4.111% |
| 04/05/22 | 35.360% | 7137.63 | 35.663% | 33.520% | +1.840% | 40.678% | -5.318% |
| 05/05/22 | 34.060% | 7117.75 | 35.652% | 34.598% | -0.538% | 41.703% | -7.643% |
| 06/05/22 | 38.420% | 6809.52 | 36.772% | 35.842% | +2.578% | 42.907% | -4.487% |
| 10/05/22 | 41.640% | 6658.25 | 36.225% | 35.936% | +5.704% | 41.839% | -0.199% |
| 11/05/22 | 40.020% | 6769.72 | 36.545% | 36.171% | +3.849% | 41.816% | -1.796% |
| 12/05/22 | 41.470% | 6594.81 | 37.227% | 36.484% | +4.986% | 41.878% | -0.408% |
| 13/05/22 | 38.430% | 6807.03 | 36.595% | 36.673% | +1.757% | 41.793% | -3.363% |
| 16/05/22 | 38.160% | 6826.31 | 36.645% | 36.647% | +1.513% | 40.862% | -2.702% |
| 17/05/22 | 37.420% | 7076.80 | 39.078% | 37.218% | +0.202% | 41.192% | -3.772% |
| 18/05/22 | 36.120% | 7089.29 | 39.039% | 37.717% | -1.597% | 41.434% | -5.314% |
| 19/05/22 | 37.960% | 6899.19 | 38.768% | 38.025% | -0.065% | 41.460% | -3.500% |
| 20/05/22 | 36.650% | 7121.18 | 40.298% | 38.766% | -2.116% | 41.950% | -5.300% |
| 23/05/22 | 36.730% | 7022.45 | 40.145% | 39.465% | -2.735% | 41.735% | -5.005% |
| 24/05/22 | 37.170% | 6883.14 | 40.704% | 39.791% | -2.621% | 41.752% | -4.582% |
| 25/05/22 | 34.760% | 6898.56 | 38.641% | 39.711% | -4.951% | 41.342% | -6.582% |
| 26/05/22 | 34.100% | 6877.21 | 38.299% | 39.617% | -5.517% | 40.919% | -6.819% |
| 27/05/22 | 32.640% | 7082.38 | 39.399% | 39.438% | -6.798% | 40.409% | -7.769% |
| 30/05/22 | 32.150% | 7255.13 | 39.328% | 39.274% | -7.124% | 39.274% | -7.124% |
| 31/05/22 | 31.940% | 7416.75 | 34.830% | 38.099% | -6.159% | 47.174% | -15.234% |
| 01/06/22 | 31.420% | 7345.64 | 35.015% | 37.374% | -5.954% | 45.969% | -14.549% |
| 02/06/22 | 31.930% | 7267.57 | 34.826% | 36.679% | -4.749% | 44.814% | -12.884% |
| 06/06/22 | 32.830% | 7499.97 | 36.347% | 36.069% | -3.239% | 42.883% | -10.053% |
| 07/06/22 | 32.520% | 7467.87 | 33.867% | 34.977% | -2.457% | 41.297% | -8.777% |
| 08/06/22 | 32.430% | 7679.60 | 34.219% | 34.855% | -2.425% | 40.867% | -8.437% |
| 09/06/22 | 31.920% | 7606.35 | 33.773% | 34.607% | -2.687% | 40.292% | -8.372% |
| 10/06/22 | 32.320% | 7609.56 | 33.098% | 34.261% | -1.941% | 39.608% | -7.288% |
| 13/06/22 | 36.320% | 7340.52 | 33.853% | 33.762% | +2.558% | 38.199% | -1.879% |
| 14/06/22 | 35.830% | 7333.61 | 33.825% | 33.754% | +2.076% | 37.912% | -2.082% |
| 15/06/22 | 35.610% | 7452.89 | 31.357% | 33.181% | +2.429% | 36.997% | -1.387% |
| 16/06/22 | 36.190% | 7259.41 | 32.858% | 32.998% | +3.192% | 36.522% | -0.332% |
| 17/06/22 | 35.510% | 7367.68 | 31.841% | 32.747% | +2.763% | 35.974% | -0.464% |
| 20/06/22 | 34.880% | 7399.60 | 29.758% | 31.928% | +2.952% | 34.288% | +0.592% |
| 21/06/22 | 33.080% | 7549.58 | 29.896% | 31.142% | +1.938% | 33.188% | -0.108% |
| 22/06/22 | 34.190% | 7335.00 | 31.275% | 31.125% | +3.065% | 32.915% | +1.275% |
| 23/06/22 | 33.610% | 7463.08 | 31.644% | 30.883% | +2.727% | 32.405% | +1.205% |
| 24/06/22 | 33.790% | 7629.06 | 32.186% | 30.952% | +2.838% | 32.223% | +1.567% |